+243.6%
UMC vs KMB
+408.2%
-164.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.2% |
| 7D | +5.0% | -3.0% | +8.0% | +6.1% |
| 30D | +7.7% | -5.5% | +13.1% | +9.8% |
| 3M | +1.7% | +14.0% | -12.3% | -4.7% |
| 6M | +113.9% | +4.1% | +109.8% | +107.5% |
| YTD | +168.9% | +8.0% | +160.9% | +156.9% |
| 1Y | +207.2% | -13.7% | +220.9% | +217.9% |
| 3Y | +227.7% | -5.9% | +233.6% | +220.2% |
| 5Y | +118.0% | -8.6% | +126.7% | +111.9% |
| 10Y | +1,682.1% | +17.3% | +1,664.8% | +1,307.1% |
| All | +243.6% | +408.2% | -164.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling